By Ramazan Gençay,Michel Dacorogna,Ulrich A. Muller,Olivier Pictet,Richard Olsen
This e-book presents a framework for the research, modeling, and inference of excessive frequency monetary time sequence. With specific emphasis on foreign currencies markets, in addition to forex, rate of interest, and bond futures markets, this unified view of excessive frequency time sequence equipment investigates the fee formation strategy and concludes via reviewing suggestions for developing systematic buying and selling versions for monetary assets.
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An Introduction to High-Frequency Finance by Ramazan Gençay,Michel Dacorogna,Ulrich A. Muller,Olivier Pictet,Richard Olsen